1 April 2003 Recursive algorithm of the optimal estimation fusion
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Abstract
In a distributed estimation or tracking system, the global estimate are generated by the local estimates. Under the assumption of independence cross sensor noises, Bar-shalom proposed a two sensor tracking fusion formula, which used only the inverses of covariances of single sensor estimation errors. In this paper, we present more general multi-sensor estimation fusion formula, where the assumption of independence cross sensor noises and the direct computation of the generalized inverse of joint covariance of multiple sensor estimation errors are not necessary. Instead, as the number of sensors increases, a recursive algorithm is presented, in which only the inverses or the generalized inverses of the matrices having the same dimension as that of the covariance matrices of single sensor estimate errors are required.
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Jie Zhou, Jie Zhou, Yunmin Zhu, Yunmin Zhu, } "Recursive algorithm of the optimal estimation fusion", Proc. SPIE 5099, Multisensor, Multisource Information Fusion: Architectures, Algorithms, and Applications 2003, (1 April 2003); doi: 10.1117/12.487540; https://doi.org/10.1117/12.487540
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